深度指标 meaning in Chinese

depth index

The empirical research shows that : intraday liquidity increases with the time ; depth index is more valuable than width index ; liquidity is positively correlated with the value of stock price
研究结果表明，中国证券市场日内流动性逐时增加；市场深度指标较之市场宽度指标更有价值；流动性与股价绝对值成正比关系。
With high frequency data and the market liquidity depth indicator vnet , the dynamic features and the determinative factors of market liquidity are studied , and the market microstructure theories are verified
摘要使用超高频数据，并利用流动性深度指标，研究流动性的动态特征、影响因素以及检验市场微观结构理论，结果支持基于信息不对称下的市场微观结构理论。